+220.0%
AEIS vs DTE
+31.2%
+188.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.7% |
| 7D | -0.2% | -2.0% | +1.8% | +0.4% |
| 30D | -16.4% | -2.4% | -14.0% | -15.7% |
| 3M | -11.1% | -7.3% | -3.8% | -9.5% |
| 6M | -12.0% | -7.6% | -4.4% | -10.3% |
| YTD | +30.9% | +5.8% | +25.1% | +27.9% |
| 1Y | +74.3% | +2.3% | +72.0% | +71.9% |
| 3Y | +165.2% | +45.0% | +120.2% | +129.9% |
| 5Y | +220.0% | +33.2% | +186.8% | +180.1% |
| All | +220.0% | +31.2% | +188.8% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling